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* MPEC written by GAMS Convert at 11/06/01 17:02:06 * * Equation counts * Total E G L N X * 7 3 4 0 0 0 * * Variable counts * x b i s1s s2s sc si * Total cont binary integer sos1 sos2 scont sint * 8 8 0 0 0 0 0 0 * FX 0 0 0 0 0 0 0 0 * * Nonzero counts * Total const NL DLL * 21 11 10 0 * * Solve m using MPEC minimizing objvar; Variables objvar,x2,x3,x4,x5,x6,x7,x8; Positive Variables x2,x5,x6,x7,x8; Equations e1,e2,e3,e4,e5,e6,e7; e1.. - (0.5*sqr(x3 - 3) + 0.5*sqr(x4 - 4)) + objvar =E= 0; e2.. (1 + 0.2*x2)*x3 - 1.333*x2 + 2*x3*x6 - 0.333*x5 - x7 =E= 3; e3.. (1 + 0.1*x2)*x4 - x2 + 2*x4*x6 + x5 - x8 =E= 0; e4.. - 0.1*x2 + 0.333*x3 - x4 =G= -1; e5.. (-sqr(x3)) - sqr(x4) + 0.1*x2 =G= -9; e6.. x3 =G= 0; e7.. x4 =G= 0; * set non default bounds x2.up = 10; * set non default levels x3.l = 1; x4.l = 1; x5.l = 1; x6.l = 1; x7.l = 1; x8.l = 1; * set non default marginals Model m / e1,e2.x3,e3.x4,e4.x5,e5.x6,e6.x7,e7.x8 /; m.limrow=0; m.limcol=0; $if NOT '%gams.u1%' == '' $include '%gams.u1%' Solve m using MPEC minimizing objvar;